Mean-Variance Analysis in Portfolio Choice and Capital Markets
Over four decades ago, Harry Markowitz first unveiled his groundbreaking mean-variance portfolio analysis. Its implications for investors and portfolio managers continue to reverberate. This revised book, originally published in 1987, provides an updated portfolio selection program to go with its comprehensive, detailed-yet-accessible account of that solution.
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Produktdetails
Weitere Autoren: Todd, G. Peter / Sharpe, William F. (Solist)
- ISBN: 978-1-883249-75-5
- EAN: 9781883249755
- Produktnummer: 19341319
- Verlag: Wiley
- Sprache: Englisch
- Erscheinungsjahr: 2000
- Seitenangabe: 399 S.
- Masse: H23.5 cm x B15.7 cm x D2.8 cm 765 g
- Auflage: Revised
- Reihenbandnummer: 66
- Gewicht: 765
Über den Autor
Harry M. Markowitz is president of Harry Markowitz Co. in San Diego. In 1990, he was jointly awarded the Nobel Prize for economics with Merton Miller and William Sharpe.
22 weitere Werke von Harry M. Markowitz:
Risk-Return Analysis, Volume 2: The Theory and Practice of Rational Investing
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